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We consider a family of isolated inhomogeneous steady states to the gravitational Vlasov-Poisson system with a point mass at the centre. They are parametrised by the polytropic index $k>1/2$, so that the phase space density of the steady…

Analysis of PDEs · Mathematics 2025-07-23 Mahir Hadzic , Gerhard Rein , Matthew Schrecker , Christopher Straub

In this paper, we investigate the spectral analysis (from the point of view of semi-groups) of discrete, fractional and classical Fokker-Planck equations. Discrete and fractional Fokker-Planck equations converge in some sense to the…

Analysis of PDEs · Mathematics 2016-03-04 Stéphane Mischler , Isabelle Tristani

We prove that every probability measure $\mu$ satisfying the stationary Fokker-Planck-Kolmogorov equation obtained by a $\mu$-integrable perturbation $v$ of the drift term $-x$ of the Ornstein-Uhlenbeck operator is absolutely continuous…

Probability · Mathematics 2019-08-12 V. I. Bogachev , A. V. Shaposhnikov , S. V. Shaposhnikov

We propose an approach to directly estimate the moments or marginals for a high-dimensional equilibrium distribution in statistical mechanics, via solving the high-dimensional Fokker-Planck equation in terms of low-order cluster moments or…

Numerical Analysis · Mathematics 2023-12-05 Yian Chen , Yuehaw Khoo , Lek-Heng Lim

In this work, we consider the solvability of the Fokker-Planck equation with both time-dependent drift and diffusion coefficients by means of the similarity method. By the introduction of the similarity variable, the Fokker-Planck equation…

Mathematical Physics · Physics 2015-05-28 Wen-Tsan Lin , Choon-Lin Ho

In this article we try to bridge the gap between the quantum dynamical semigroup and Wigner function approaches to quantum open systems. In particular we study stationary states and the long time asymptotics for the quantum Fokker-Planck…

Mathematical Physics · Physics 2008-10-22 Anton Arnold , Franco Fagnola , Lukas Neumann

We consider a system of globally coupled rotors, described by a set of Langevin equations, and examine stability of the incoherent phase. The corresponding Fokker-Planck equation, providing a unified description of microcanonical and…

Statistical Mechanics · Physics 2009-11-10 M. Y. Choi , J. Choi

We study well-posedness and long time behavior of the nonlinear Vlasov-Poisson- Fokker-Planck system with an external confining potential. The system describes the time evolution of particles (e.g.$\,\,$in a plasma) undergoing diffusion,…

Analysis of PDEs · Mathematics 2024-06-24 Gayrat Toshpulatov

The aim of the paper is to address the behavior in large population of diffusions interacting on a random, possibly diluted and inhomogeneous graph. This is the natural continuation of a previous work, where the homogeneous Erd\H os-R\'enyi…

Probability · Mathematics 2019-04-01 Eric Luçon

The aim of this paper is to discuss the theory of Newtonian and relativistic polytropes with generalized polytropic equation of state. For this purpose, we formulated the general framework to discuss the physical properties of polytrops…

General Physics · Physics 2016-06-22 M. Azam , S. A. Mardan , I. Noreen , M. A. Rehman

We consider the Generalized Lotka-Volterra system of equations with all-to-all, random asymmetric interactions describing high-dimensional, very diverse and well-mixed ecosystems. We analyze the multiple equilibria phase of the model and…

Disordered Systems and Neural Networks · Physics 2023-06-27 Valentina Ros , Felix Roy , Giulio Biroli , Guy Bunin

The usual Langevin approach to describe systems driven by noise fails to describe the long time behavior of systems with multiple attractors. The solution of the associated linear Fokker-Planck equation is always unique, even though it…

Statistical Mechanics · Physics 2017-06-20 M. Morillo , J. M. Casado

The optimization of the usual entropy $S_1[p]=-\int du p(u) ln p(u)$ under appropriate constraints is closely related to the Gaussian form of the exact time-dependent solution of the Fokker-Planck equation describing an important class of…

Condensed Matter · Physics 2009-10-28 Constantino Tsallis , Dirk Jan Bukman

This memoir attempts at a systematic study of convergence to stationary state for certain classes of degenerate diffusive equations, by means of well-chosen Lyapunov functionals. Typical examples are the kinetic Fokker--Planck and Boltzmann…

Analysis of PDEs · Mathematics 2007-05-23 C. Villani

By using similarity transformations approach, the exact propagator for a generalized one-dimensional Fokker-Planck equation, with linear drift force and space-time dependent diffusion coefficient, is obtained. The method is simple and…

Data Analysis, Statistics and Probability · Physics 2009-11-07 F. Benamira , L. Guechi

We address the well-posedness of subelliptic Fokker-Planck equations arising from stochastic control problems, as well as the properties of the associated diffusion processes. Here, the main difficulty arises from the possible polynomial…

Analysis of PDEs · Mathematics 2024-11-06 Lucia Caramellino , Cristian Mendico

This paper is concerned with a modified entropy method to establish the large-time convergence towards the (unique) steady state, for kinetic Fokker-Planck equations with non-quadratic confinement potentials in whole space. We extend…

Analysis of PDEs · Mathematics 2024-01-23 Anton Arnold , Gayrat Toshpulatov

We prove the existence of global-in-time weak solutions to a general class of models that arise from the kinetic theory of dilute solutions of nonhomogeneous polymeric liquids, where the polymer molecules are idealized as bead-spring chains…

Analysis of PDEs · Mathematics 2015-07-21 John W. Barrett , Endre Süli

We develop a recursive method for perturbative solutions of the Fokker-Planck equation with nonlinear drift. The series expansion of the time-dependent probability density in terms of powers of the coupling constant is obtained by solving a…

Statistical Mechanics · Physics 2009-12-06 Jens Dreger , Axel Pelster , Bodo Hamprecht

We present new $\Phi$-entropy inequalities for diffusion semigroups under the curvature-dimension criterion. They include the isoperimetric function of the Gaussian measure. Applications to the long time behaviour of solutions to…

Probability · Mathematics 2013-09-19 François Bolley , Ivan Gentil